-30.4%
ELAN vs SGI
+47.3%
-77.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.9% |
| 7D | -5.4% | -4.5% | -1.0% | -3.4% |
| 30D | +4.7% | +4.2% | +0.5% | +2.6% |
| 3M | -3.7% | -7.4% | +3.8% | -0.7% |
| 6M | -1.2% | -15.1% | +13.9% | +5.9% |
| YTD | +2.4% | -24.7% | +27.1% | +15.0% |
| 1Y | +23.4% | -21.8% | +45.1% | +35.3% |
| 3Y | +96.7% | +50.0% | +46.6% | +59.7% |
| All | -30.4% | +47.3% | -77.7% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling